+382.2%
NUE vs CLBK
+65.6%
+316.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.2% |
| 7D | -2.7% | -1.4% | -1.3% | -2.1% |
| 30D | -6.1% | +4.5% | -10.6% | -8.1% |
| 3M | +2.2% | +22.8% | -20.6% | -7.6% |
| 6M | +50.8% | +43.4% | +7.3% | +26.5% |
| YTD | +57.5% | +64.1% | -6.6% | +23.5% |
| 1Y | +82.5% | +67.6% | +14.9% | +40.7% |
| 3Y | +61.7% | +53.3% | +8.4% | +26.3% |
| 5Y | +145.1% | +44.8% | +100.3% | +74.8% |
| All | +382.2% | +65.6% | +316.6% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling